+54.1%
UNP vs ACGL
+33.2%
+20.9%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -2.1% | -1.4% | -0.7% | -1.7% |
| 30D | +7.3% | +12.4% | -5.1% | +4.3% |
| 3M | +3.6% | +11.1% | -7.5% | +1.0% |
| 6M | +15.8% | +16.3% | -0.5% | +11.4% |
| YTD | +32.6% | +13.8% | +18.8% | +28.0% |
| 1Y | +37.2% | +20.4% | +16.8% | +30.8% |
| All | +54.1% | +33.2% | +20.9% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ACGL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling